Brand new to R Want to understand the algorithm used in yule-walker time series autoregression model I assume there is a way to see the source for ar.yw I also assume that everybody except me knows how Could someone suggest to me how to find out I've looked thru some of the documenttion - there's a lot - and apparently I haven't looked the right place. Thanks in advance Dick
Bill.Venables at csiro.au
2010-Dec-08 05:08 UTC
[R] Newbie - want to view code for a function
For a substantial calculation like this the algorithms will likely be in C or Fortran. You will need to download the source for the stats package from CRAN (as a tar.gz file), expand it, and look at the source code in the appropriate sub-directories. You can get a bit of a road map in R by> find("ar.yw") > methods("ar.yw") > stats:::ar.yw.default&c but you can't see the underlying C or Fortran code, which is where the real action will be. (Of course you might want to read the help information first and follow up on the references there. Only in desperation, of course.) -----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Dick Knox Sent: Wednesday, 8 December 2010 2:58 PM To: r-help at r-project.org Subject: [R] Newbie - want to view code for a function (I am) Brand new to R. (I) Want to understand the algorithm used in yule-walker time series autoregression model I assume there is a way to see the source for ar.yw I also assume that everybody except me knows how Could someone suggest to me how to find out I've looked thru some of the documenttion - there's a lot - and apparently I haven't looked the right place. Thanks in advance Dick ______________________________________________ R-help at r-project.org mailing list stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.